Breaking into the blackbox : trend following, stop losses and the frequency of trading : the case of the S&P500
Andrew Clare; James Seaton; Peter N. Smith; Stephen Thomas
| Year of publication: |
2013
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|---|---|
| Authors: | Clare, Andrew D. ; Seaton, James ; Smith, Peter N. ; Thomas, Stephen |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 14.2013, 3, p. 182-194
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| Subject: | trend following | S&P500 | stop losses | trading frequency | higher moments | fundamental investment metrics | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010207136